You can get Broly, and Goku's S.S.4 at the same time,...Here's how:
Use Goku's Dragon Universe (for AT LEAST the second time), and get to the part of the Majin Buu Saga where Goku is looking to Fuse.
After Gohan is absorbed, search the surrounding area (where Goku starts this stage/part), and find the ??? close by. After you talk to Hercule, travel towards the red dot on the map, BUT DO NOT START THE BATTLE WITH SUPER BUU!!! Near the fight/dot, is another ???. After you talk to Tien, search the immediate/surrounding area that is labeled "Mountains".
After you talk to Kibitoshin, go and battle with Super Buu. After you defeat Super Buu for the second time (the fight within his body), a new red dot will appear on the map. This is where Broly will be waiting for you. However, if you want the S.S.4 capsule (for Goku), do not go directly to the fight with Broly. First, search the islands that are to the East/right of the Worlds Martial Arts Tournament. You should find a ??? on one of them (sometimes Goku will land automatically. After the "odd" scene with Goku, the S.S.4 capsule (for Goku) will become unlocked. Now go and battle with Broly. If you beat him, he will become unlocked.
Death is but a door, Time is just a window,...I'll be Back!!!!!